Testing, monitoring and dating structural changes in (linear) regression models. strucchange features tests/methods from the generalized fluctuation test framework as well as from the F test (Chow test) framework. This includes methods to fit, plot and test fluctuation processes (e.g., CUSUM, MOSUM, recursive/moving estimates) and F statistics, respectively. It is possible to monitor incoming data online using fluctuation processes. Finally, the breakpoints in regression models with structural changes can be estimated together with confidence intervals. Emphasis is always given to methods for visualizing the data.
Version: 1.5-4 Depends: R (≥ 2.10.0), zoo, sandwich Imports: graphics, stats, utils Suggests: stats4, car, dynlm, e1071, foreach, lmtest, mvtnorm, tseries Published: 2024-09-02 DOI: 10.32614/CRAN.package.strucchange Author: Achim Zeileis [aut, cre], Friedrich Leisch [aut], Kurt Hornik [aut], Christian Kleiber [aut], Bruce Hansen [ctb], Edgar C. Merkle [ctb], Nikolaus Umlauf [ctb] Maintainer: Achim Zeileis <Achim.Zeileis at R-project.org> License: GPL-2 | GPL-3 NeedsCompilation: yes Citation: strucchange citation info Materials: NEWS In views: Econometrics, Environmetrics, Finance, TimeSeries CRAN checks: strucchange results Documentation: Downloads: Reverse dependencies: Reverse depends: fxregime, party, vars Reverse imports: AQEval, autostsm, CytoGLMM, demography, dLagM, ftsa, GVARX, harbinger, nardl, phenopix, promotionImpact, rmweather, scDIFtest, semtree, SIRthresholded, sovereign, StructuralDecompose, svars, tall, tilingArray, TSS.RESTREND, VARshrink, vcrpart Reverse suggests: AER, ARDL, betareg, dynlm, facmodTS, ggfortify, glogis, lmtest, meboot, model4you, mstDIF, partykit, psychotree, sandwich, trend, zoo Linking:Please use the canonical form https://CRAN.R-project.org/package=strucchange to link to this page.
RetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4